Hey Joozey, maybe not 100% on the download or your virus scanner is interfering?

That's what happens to me on some updates.

Windows XP SP3
Intel Dual Core CPU: E5200 @ 2.5GHz
4.00GB DDR3 Ram
ASUS P5G41T-M LX
PCIE x16 GeForce GTS 450 1Gb
SB Audigy 4
Spyware Doctor with AntiVirus